@usherlabs/cex-broker 0.2.49 → 0.2.51

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Files changed (55) hide show
  1. package/dist/commands/cex-canonical-orderbook-export.js +7747 -883
  2. package/dist/commands/cex-canonical-orderbook-export.js.map +41 -10
  3. package/dist/commands/cli.js +127 -34
  4. package/dist/commands/market-data-vendor-backfill.js +8284 -6391
  5. package/dist/commands/market-data-vendor-backfill.js.map +16 -15
  6. package/dist/helpers/canonical-orderbook-export/parquet-projection.d.ts +19 -0
  7. package/dist/helpers/market-data-archive/canonical-orderbook.d.ts +1 -1
  8. package/dist/helpers/market-data-preparation/conformance-fixtures.d.ts +114 -2
  9. package/dist/helpers/market-data-preparation/contracts.d.ts +1298 -18
  10. package/dist/helpers/market-data-preparation/required-clock-qualification.d.ts +43 -0
  11. package/dist/helpers/market-data-preparation/source-tape-dependencies.d.ts +19 -0
  12. package/dist/helpers/market-data-preparation/source-tape-operation.d.ts +109 -0
  13. package/dist/helpers/market-data-source-forensics.d.ts +400 -0
  14. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +3 -5
  15. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +21 -56
  16. package/dist/helpers/market-data-vendor-backfill/core.d.ts +1 -0
  17. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +45 -5
  18. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +31 -1083
  19. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +1 -0
  20. package/dist/helpers/source-tape-sandbox.d.ts +82 -0
  21. package/dist/helpers/source-tape.d.ts +165 -0
  22. package/dist/helpers/trace-context.d.ts +8 -0
  23. package/dist/index.js +128 -35
  24. package/dist/index.js.map +7 -6
  25. package/dist/market-data-preparation/fixtures/{conformance-v2.json → conformance-v3.json} +257 -60
  26. package/dist/market-data-preparation/policies/capability-policy.json +15 -4
  27. package/dist/market-data-preparation/policies/resource-policy.json +3 -3
  28. package/dist/market-data-preparation/policies/source-tape-capability-v1.json +35 -0
  29. package/dist/market-data-preparation/schema-manifest.json +30 -10
  30. package/dist/market-data-preparation/schemas/canonical-orderbook-export-request-v1.schema.json +5 -1
  31. package/dist/market-data-preparation/schemas/{canonical-orderbook-export-result-v1.schema.json → canonical-orderbook-export-result-v2.schema.json} +20 -6
  32. package/dist/market-data-preparation/schemas/order-book-depth-summary-parquet-projection-v1.schema.json +256 -0
  33. package/dist/market-data-preparation/schemas/order-book-levels-parquet-projection-v1.schema.json +220 -0
  34. package/dist/market-data-preparation/schemas/{preparation-product-pin-v1.schema.json → preparation-product-pin-v2.schema.json} +59 -9
  35. package/dist/market-data-preparation/schemas/promotion-receipt-v1.schema.json +5 -1
  36. package/dist/market-data-preparation/schemas/source-forensics-ledger-v1.schema.json +463 -0
  37. package/dist/market-data-preparation/schemas/source-qualification-record-v1.schema.json +394 -0
  38. package/dist/market-data-preparation.d.ts +7 -0
  39. package/dist/market-data-preparation.js +35443 -25203
  40. package/dist/market-data-preparation.js.map +118 -78
  41. package/dist/market-data-vendor-backfill.d.ts +8 -5
  42. package/dist/market-data-vendor-backfill.js +19444 -15553
  43. package/dist/market-data-vendor-backfill.js.map +65 -60
  44. package/package.json +1 -5
  45. package/dist/market-data-preparation/policies/capability-policy-v1.json +0 -28
  46. package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +0 -448
  47. package/dist/market-data-vendor-backfill/policies/capability-policy-v2.json +0 -28
  48. package/dist/market-data-vendor-backfill/policies/capability-policy.json +0 -28
  49. package/dist/market-data-vendor-backfill/policies/resource-policy.json +0 -16
  50. package/dist/market-data-vendor-backfill/schema-manifest.json +0 -31
  51. package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +0 -224
  52. package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +0 -171
  53. package/dist/market-data-vendor-backfill/schemas/request.schema.json +0 -166
  54. package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +0 -47
  55. package/dist/market-data-vendor-backfill/schemas/result.schema.json +0 -198
@@ -1,18 +1,21 @@
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+ export { PREPARATION_CONFORMANCE_FIXTURES } from "./helpers/market-data-preparation/conformance-fixtures";
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+ export type { BackfillJobResultV2Wire } from "./helpers/market-data-preparation/contracts";
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+ export { BACKFILL_RESULT_V2_SCHEMA_ID, backfillResultV2Codec, finalizeBackfillResultV2, PREPARATION_SCHEMA_MANIFEST_V3, } from "./helpers/market-data-preparation/contracts";
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+ export * from "./helpers/market-data-source-forensics";
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  export type { ArchiveQueryClient, ArchiveQueryValue, QualifiedArchiveReaderOptions, } from "./helpers/market-data-vendor-backfill/archive-reader";
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  export { createClickHouseArchiveQueryClient, QualifiedOrderBookArchiveReader, } from "./helpers/market-data-vendor-backfill/archive-reader";
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  export { BACKFILL_MAX_BATCH_BYTES, BACKFILL_MAX_BATCH_ROWS, buildForwarderBatches, } from "./helpers/market-data-vendor-backfill/batching";
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- export { CONFORMANCE_FIXTURES } from "./helpers/market-data-vendor-backfill/conformance-fixtures";
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- export type { ArchiveSelectionWire, BackfillArchiveRow, BackfillJobResultWire, BackfillRequestWire, CanonicalScopeWire, CoveragePolicyWire, FinalBackfillStatus, FixedUtcTimestamp, ForwarderBatch, LowercaseUuid, MarketDataVendorBackfillRequest, PromotionReceiptWire, ProviderCapability, ProviderObjectEvidence, RequiredClockWire, Sha256Hex, } from "./helpers/market-data-vendor-backfill/contracts";
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- export { ARCHIVE_SELECTION_SCHEMA_ID, archiveSelectionCodec, BACKFILL_REQUEST_SCHEMA_ID, BACKFILL_RESULT_SCHEMA_ID, backfillRequestCodec, backfillResultCodec, createBackfillIdempotencyKey, decodeBackfillRunDocuments, FINAL_BACKFILL_STATUSES, finalizeArchiveSelection, finalizeBackfillResult, finalizeRequiredClock, PROMOTION_RECEIPT_SCHEMA_ID, promotionIdentitySha256, promotionReceiptCodec, REQUIRED_CLOCK_SCHEMA_ID, requiredClockCodec, } from "./helpers/market-data-vendor-backfill/contracts";
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+ export type { ArchiveSelectionWire, BackfillArchiveRow, BackfillRequestWire, CanonicalScopeWire, CoveragePolicyWire, FinalBackfillStatus, FixedUtcTimestamp, ForwarderBatch, LowercaseUuid, MarketDataVendorBackfillRequest, PromotionReceiptWire, ProviderCapability, ProviderObjectEvidence, RequiredClockWire, Sha256Hex, } from "./helpers/market-data-vendor-backfill/contracts";
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+ export { ARCHIVE_SELECTION_SCHEMA_ID, archiveSelectionCodec, BACKFILL_REQUEST_SCHEMA_ID, backfillRequestCodec, createBackfillIdempotencyKey, decodeBackfillRunDocuments, FINAL_BACKFILL_STATUSES, finalizeArchiveSelection, finalizeRequiredClock, PROMOTION_RECEIPT_SCHEMA_ID, promotionIdentitySha256, promotionReceiptCodec, REQUIRED_CLOCK_SCHEMA_ID, requiredClockCodec, } from "./helpers/market-data-vendor-backfill/contracts";
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  export type { ArchiveClusterIdentity, ArchivePreflightResolution, BackfillDependencies, BackfillDomainOutcome, CandidateVerification, ForwarderPreflightResolution, NormalizedBackfill, ProductionForwarderAuthorization, ProviderDataset, } from "./helpers/market-data-vendor-backfill/core";
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  export { createMarketDataVendorBackfillDependencies, runMarketDataVendorBackfill, } from "./helpers/market-data-vendor-backfill/core";
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  export type { CryptoHftDataCapabilityProfile, CryptoHftDataOrderBookRow, ReconstructedCryptoHftBook, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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- export { CRYPTOHFTDATA_ADAPTER_VERSION, CRYPTOHFTDATA_API_URL, CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE, CryptoHftDataAdapter, CryptoHftDataError, cryptoHftDataCapabilityFor, decodeCryptoHftParquetZstd, enumerateCryptoHftDataObjects, reconstructCryptoHftDataOrderBooks, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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+ export { CRYPTOHFTDATA_ADAPTER_VERSION, CRYPTOHFTDATA_API_URL, CRYPTOHFTDATA_BINANCE_SPOT_BTCUSDT_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDC_PROFILE, CRYPTOHFTDATA_OKX_SPOT_ARBUSDT_PROFILE, CryptoHftDataAdapter, CryptoHftDataError, cryptoHftDataCapabilityFor, decodeCryptoHftParquetZstd, enumerateCryptoHftDataObjects, reconstructCryptoHftDataOrderBooks, } from "./helpers/market-data-vendor-backfill/cryptohftdata";
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  export type { ArchiveForwarderClient, ArchiveForwarderClientOptions, } from "./helpers/market-data-vendor-backfill/forwarder-client";
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  export { ArchiveForwarderSubmissionError, createArchiveForwarderClient, } from "./helpers/market-data-vendor-backfill/forwarder-client";
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  export type { JsonPrimitive, JsonValue, } from "./helpers/market-data-vendor-backfill/identity";
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  export { assertDocumentSha256, documentSha256, jcsCanonicalize, jcsSha256, withoutOwnDigest, } from "./helpers/market-data-vendor-backfill/identity";
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  export type { PolicyPin } from "./helpers/market-data-vendor-backfill/manifests";
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- export { ACQUISITION_POLICY_ID, ADAPTER_POLICY_ID, assertPolicyDocumentIdentity, CAPABILITY_POLICY, CAPABILITY_POLICY_ID, EFFECTIVE_ACQUISITION_POLICY_PIN, EFFECTIVE_ADAPTER_POLICY_PIN, RESOURCE_POLICY, RESOURCE_POLICY_ID, SCHEMA_ARTIFACTS, SCHEMA_MANIFEST, } from "./helpers/market-data-vendor-backfill/manifests";
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+ export { ACQUISITION_POLICY_ID, ADAPTER_POLICY_ID, assertPolicyDocumentIdentity, CAPABILITY_POLICY, CAPABILITY_POLICY_ID, EFFECTIVE_ACQUISITION_POLICY_PIN, EFFECTIVE_ADAPTER_POLICY_PIN, RESOURCE_POLICY, RESOURCE_POLICY_ID, } from "./helpers/market-data-vendor-backfill/manifests";
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  export type { ArchiveBundleEvidence, ArchiveQualificationEvidence, ArchiveSupportAnchorEvidence, } from "./helpers/market-data-vendor-backfill/selection";
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  export { archiveSelectionFromArchiveRow, archiveSelectionToArchiveRow, resolveArchiveSelection, } from "./helpers/market-data-vendor-backfill/selection";